Pages that link to "Item:Q2418460"
From MaRDI portal
The following pages link to Computational technique for simulating variable-order fractional Heston model with application in US stock market (Q2418460):
Displaying 10 items.
- Dynamic hedging based on fractional order stochastic model with memory effect (Q1793474) (← links)
- \((\psi, \phi)\)-Wardowski contraction pairs and some applications (Q2052355) (← links)
- A class of computational approaches for simulating fractional functional differential equations via Dickson polynomials (Q2169718) (← links)
- An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay (Q2211994) (← links)
- Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion (Q2222162) (← links)
- THE NUMERICAL STRATEGY OF TEMPERED FRACTIONAL DERIVATIVE IN EUROPEAN DOUBLE BARRIER OPTION (Q5062435) (← links)
- Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations (Q5086486) (← links)
- Companion of Ostrowski inequality for multiplicatively convex functions (Q6653700) (← links)
- Inverse coefficient problem in hyperbolic partial differential equations: an analytical and computational exploration (Q6656555) (← links)
- On fractional linear multi-step methods for fractional order multi-delay nonlinear pantograph equation (Q6656581) (← links)